CITIGROUP INC Q3 2016 Filing

Filed November 10, 2016

Portfolio Value

$107.0M

Holdings

4,971

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (4,971 positions)

#	Stock	Shares	Value	% Portfolio	Type
801	TSEMTOWER SEMICONDUCTOR LTD	568,487	$784K	0.73%	Put
802	MRKMERCK & CO INC	7,164,966	$784K	0.73%	Put
803	AGREURAVANGRID INC	18,735	$783K	0.73%
804	OIIOCEANEERING INTL INC	597,705	$783K	0.73%	Put
805	MDC1USDM D C HLDGS INC	30,277	$782K	0.73%	Put
806	EIMEATON VANCE MUN BD FD	57,405	$782K	0.73%
807	—MANITOWOC INC	163,294	$782K	0.73%	Put
808	BDXBECTON DICKINSON & CO	77,948	$781K	0.73%	Put
809	—SYNCHRONOSS TECHNOLOGIES INC	18,987	$781K	0.73%	Call
810	HWCHANCOCK HLDG CO	24,057	$780K	0.73%
811	STCSTEWART INFORMATION SVCS COR	17,549	$780K	0.73%
812	UPBDRENT A CTR INC NEW	307,594	$779K	0.73%	Put
813	CIR2USDCIRCOR INTL INC	13,076	$779K	0.73%
814	—ABERDEEN GTR CHINA FD INC	85,769	$779K	0.73%
815	—CONSOL ENERGY INC	1,147,145	$778K	0.73%	Put
816	—PHARMERICA CORP	27,702	$778K	0.73%
817	RRCRANGE RES CORP	1,209,731	$776K	0.73%	Put
818	BMIBADGER METER INC	23,161	$776K	0.73%
819	TELFYTELEFONICA S A	76,962	$776K	0.73%
820	IVWISHARES TR	84,149	$773K	0.72%
821	PRTAPROTHENA CORP PLC	12,901	$773K	0.72%	Put
822	ARRYEURARRAY BIOPHARMA INC	114,353	$772K	0.72%	Put
823	—RTI INTL METALS INC	723,000	$771K	0.72%
824	TRVCCITIGROUP INC	320,554	$769K	0.72%
825	—SUPERIOR ENERGY SVCS INC	42,926	$769K	0.72%
826	ETNEATON CORP PLC	603,752	$769K	0.72%	Put
827	OSVEURVANECK VECTORS ETF TR	5,822,034	$769K	0.72%	Put
828	NMLNEUBERGER BERMAN MLP INCOME	82,753	$768K	0.72%
829	CWTCALIFORNIA WTR SVC GROUP	23,897	$768K	0.72%
830	CN4CONNS INC	240,997	$767K	0.72%	Put
831	PRFTUSDPERFICIENT INC	38,003	$766K	0.72%
832	DYHTARGET CORP	2,621,756	$765K	0.72%	Put
833	EFTEATON VANCE FLTING RATE INC	53,836	$764K	0.71%
834	BLVVANGUARD BD INDEX FD INC	7,744	$764K	0.71%
835	—INVESTMENT TECHNOLOGY GRP NE	44,526	$763K	0.71%
836	XLVSELECT SECTOR SPDR TR	6,744,696	$761K	0.71%	Put
837	LBTYBLIBERTY GLOBAL PLC	23,046	$761K	0.71%
838	IPHSEURINNOPHOS HOLDINGS INC	19,504	$761K	0.71%
839	—ARES CAP CORP	752,000	$760K	0.71%
840	KYNKAYNE ANDERSON MLP INVT CO	36,789	$759K	0.71%
841	WYWEYERHAEUSER CO	1,508,815	$758K	0.71%	Put
842	PPCPILGRIMS PRIDE CORP NEW	225,685	$758K	0.71%	Put
843	—RAVEN INDS INC	32,926	$758K	0.71%
844	—PANERA BREAD CO	26,673	$756K	0.71%	Put
845	PRKPARK NATL CORP	7,870	$756K	0.71%
846	MRVLMARVELL TECHNOLOGY GROUP LTD	411,575	$756K	0.71%	Put
847	GMEGAMESTOP CORP NEW	733,487	$756K	0.71%	Put
848	ALEXALEXANDER & BALDWIN INC NEW	19,643	$755K	0.71%
849	IFVFIRST TR EXCHANGE TRADED FD	43,053	$755K	0.71%
850	—BLUEBIRD BIO INC	176,988	$753K	0.70%	Put
851	EGHT8X8 INC NEW	48,761	$753K	0.70%
852	CVGWCALAVO GROWERS INC	11,503	$753K	0.70%
853	BB3BROOKLINE BANCORP INC DEL	61,768	$753K	0.70%
854	BIPBROOKFIELD INFRAST PARTNERS	21,727	$752K	0.70%
855	XEVGXEATON VANCE SH TM DR DIVR IN	54,844	$752K	0.70%
856	USLUNITED STS 12 MONTH OIL FD L	40,390	$752K	0.70%
857	LM03LIBERTY MEDIA CORP DELAWARE	22,070	$750K	0.70%
858	—COOPER TIRE & RUBR CO	19,708	$749K	0.70%
859	—MYLAN N V	740,342	$749K	0.70%	Put
860	STBAS & T BANCORP INC	25,785	$748K	0.70%
861	AMAGAMAG PHARMACEUTICALS INC	30,493	$747K	0.70%
862	PG4PRINCIPAL FINL GROUP INC	83,526	$747K	0.70%
863	FLOTISHARES TR	14,683	$746K	0.70%
864	BCEBCE INC	493,134	$745K	0.70%	Call
865	—ACHILLION PHARMACEUTICALS IN	92,045	$745K	0.70%	Put
866	SMPSTANDARD MTR PRODS INC	15,591	$745K	0.70%
867	EX9EXELIXIS INC	524,695	$745K	0.70%	Put
868	GFFGRIFFON CORP	43,727	$744K	0.70%
869	—COBALT INTL ENERGY INC	1,958,000	$744K	0.70%
870	—GCP APPLIED TECHNOLOGIES INC	26,312	$744K	0.70%
871	DOXAMDOCS LTD	193,478	$743K	0.69%	Call
872	UAAUNDER ARMOUR INC	982,841	$743K	0.69%	Put
873	—SHIRE PLC	194,795	$743K	0.69%	Put
874	—ABAXIS INC	14,389	$743K	0.69%
875	—CHINA BIOLOGIC PRODS INC	5,958	$742K	0.69%
876	VMCVULCAN MATLS CO	48,787	$742K	0.69%	Put
877	UNHUNITEDHEALTH GROUP INC	1,365,427	$742K	0.69%	Put
878	ALVAUTOLIV INC	17,702	$741K	0.69%
879	FPXFIRST TR US IPO INDEX FD	13,651	$741K	0.69%
880	—ATHENAHEALTH INC	5,869	$740K	0.69%	Put
881	—US ECOLOGY INC	16,462	$738K	0.69%
882	DWDMORGAN STANLEY	4,023,562	$737K	0.69%	Put
883	IXNISHARES TR	6,661	$737K	0.69%
884	WIREEURENCORE WIRE CORP	20,017	$736K	0.69%
885	ALXNALEXION PHARMACEUTICALS INC	118,001	$736K	0.69%	Put
886	AEGNAEGION CORP	38,535	$735K	0.69%
887	USCRU S CONCRETE INC	15,935	$734K	0.69%
888	AMCXAMC NETWORKS INC	14,146	$734K	0.69%
889	KSUEURKANSAS CITY SOUTHERN	103,662	$734K	0.69%	Put
890	DXJWISDOMTREE TR	1,263,439	$734K	0.69%	Put
891	IJSISHARES TR	118,533	$733K	0.69%
892	RGAREINSURANCE GROUP AMER INC	62,712	$733K	0.68%
893	—ESTERLINE TECHNOLOGIES CORP	9,639	$733K	0.68%
894	AIVLWISDOMTREE TR	9,319	$732K	0.68%
895	NYFISHARES TR	6,421	$732K	0.68%
896	—DOW CHEM CO	4,423,736	$732K	0.68%	Put
897	BUDANHEUSER BUSCH INBEV SA/NV	406,772	$732K	0.68%	Put
898	PODDINSULET CORP	17,865	$731K	0.68%
899	USACUSA COMPRESSION PARTNERS LP	38,900	$731K	0.68%
900	SNEURSANCHEZ ENERGY CORP	82,303	$730K	0.68%	Put

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